WFIN.L vs. IUFS.L
WFIN.L (State Street SPDR MSCI World Financials UCITS ETF USD (Acc)) and IUFS.L (iShares S&P 500 Financials Sector UCITS ETF USD Acc) are both Financials Equities funds - WFIN.L tracks the MSCI World Financials 35/20 Capped Index while IUFS.L tracks the S&P 500 Capped 35/20 Financials Index. Both are passively managed. Over the past 10 years, WFIN.L returned 13.38%/yr vs 13.14%/yr for IUFS.L. Their correlation of 0.91 suggests significant overlap in exposure. WFIN.L charges 0.30%/yr vs 0.15%/yr for IUFS.L.
Performance
WFIN.L vs. IUFS.L - Performance Comparison
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Returns By Period
In the year-to-date period, WFIN.L achieves a 8.69% return, which is significantly higher than IUFS.L's 3.27% return. Both investments have delivered pretty close results over the past 10 years, with WFIN.L having a 13.38% annualized return and IUFS.L not far behind at 13.14%.
WFIN.L
- 1D
- -0.62%
- 1M
- 3.52%
- 6M
- 8.38%
- YTD
- 8.69%
- 1Y
- 20.65%
- 3Y*
- 24.36%
- 5Y*
- 14.77%
- 10Y*
- 13.38%
IUFS.L
- 1D
- -0.30%
- 1M
- 3.53%
- 6M
- 4.49%
- YTD
- 3.27%
- 1Y
- 9.63%
- 3Y*
- 18.90%
- 5Y*
- 10.77%
- 10Y*
- 13.14%
WFIN.L vs. IUFS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WFIN.L State Street SPDR MSCI World Financials UCITS ETF USD (Acc) | 8.69% | 29.17% | 26.82% | 16.20% | -9.85% | 28.37% | -2.96% | 24.94% | -17.34% | 23.45% |
IUFS.L iShares S&P 500 Financials Sector UCITS ETF USD Acc | 3.27% | 15.05% | 30.22% | 12.12% | -11.06% | 36.31% | -3.28% | 31.05% | -14.32% | 22.99% |
Correlation
The correlation between WFIN.L and IUFS.L is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Nov 20, 2015 | 0.91 |
The correlation between WFIN.L and IUFS.L has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.
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Return for Risk
WFIN.L vs. IUFS.L — Risk / Return Rank
WFIN.L
IUFS.L
WFIN.L vs. IUFS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street SPDR MSCI World Financials UCITS ETF USD (Acc) (WFIN.L) and iShares S&P 500 Financials Sector UCITS ETF USD Acc (IUFS.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WFIN.L | IUFS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.76 | ||
| Sortino ratioReturn per unit of downside risk | +1.09 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.12 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.86 | 0.69 | +1.17 |
| Martin ratioReturn relative to average drawdown | 6.13 | 1.71 | +4.42 |
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Drawdowns
WFIN.L vs. IUFS.L - Drawdown Comparison
The maximum WFIN.L drawdown since its inception was -72.88%, which is greater than IUFS.L's maximum drawdown of -42.89%. Use the drawdown chart below to compare losses from any high point for WFIN.L and IUFS.L.
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Drawdown Indicators
| WFIN.L | IUFS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.88% | -42.89% | -29.99% |
Max Drawdown (1Y)Largest decline over 1 year | -11.06% | -13.92% | +2.86% |
Max Drawdown (3Y)Largest decline over 3 years | -15.69% | -16.59% | +0.90% |
Max Drawdown (5Y)Largest decline over 5 years | -27.48% | -26.02% | -1.46% |
Max Drawdown (10Y)Largest decline over 10 years | -43.40% | -42.89% | -0.51% |
Current DrawdownCurrent decline from peak | -0.62% | -0.30% | -0.32% |
Average DrawdownAverage peak-to-trough decline | -18.22% | -7.79% | -10.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.36% | 5.63% | -2.27% |
Volatility
WFIN.L vs. IUFS.L - Volatility Comparison
State Street SPDR MSCI World Financials UCITS ETF USD (Acc) (WFIN.L) and iShares S&P 500 Financials Sector UCITS ETF USD Acc (IUFS.L) have volatilities of 3.77% and 3.81%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WFIN.L | IUFS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.77% | 3.81% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 11.97% | 11.43% | +0.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.60% | 14.85% | -0.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.84% | 18.95% | -1.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.87% | 21.01% | -2.14% |
WFIN.L vs. IUFS.L - Expense Ratio Comparison
WFIN.L has a 0.30% expense ratio, which is higher than IUFS.L's 0.15% expense ratio.
Dividends
WFIN.L vs. IUFS.L - Dividend Comparison
Neither WFIN.L nor IUFS.L has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.91, WFIN.L and IUFS.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, IUFS.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUFS.L is cheaper with a 0.15% expense ratio, compared with 0.30% for WFIN.L.
WFIN.L tracks MSCI World Financials 35/20 Capped Index, while IUFS.L tracks S&P 500 Capped 35/20 Financials Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.30% for WFIN.L and 0.15% for IUFS.L.
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